Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49026.97 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44858.09 Kr¶

PnL: ---------------------------------------> -89.91 Kr¶

DD now: ---------------------------------> -7.706 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 17:18:13.524579'

Anic Portfolio¶

Today¶

Return: -0.56 %¶

This Week¶

Return: -0.56 %¶

Total portfolio value¶

Return including deposits: 60.502 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.220000 1663.020000 195.480000 13.320000 1467.540000
Sedana Medical 93 2.590000 2579.820000 65.100000 2.590000 2514.720000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
Orrön Energy 180 1.010000 2061.000000 23.400000 1.150000 2037.600000
Platzer Fastigheter Holding B 12 2.000000 978.000000 19.200000 2.000000 958.800000
JM 6 2.160000 880.800000 18.600000 2.160000 862.200000
Atrium Ljungberg B 5 1.710000 949.000000 16.000000 1.710000 933.000000
Catena 2 1.520000 801.600000 12.000000 1.520000 789.600000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
BioGaia B 8 0.780000 935.200000 7.200000 0.780000 928.000000
Clas Ohlson B 12 0.490000 975.600000 4.800000 0.490000 970.800000
Biotage 7 0.450000 943.600000 4.200000 0.450000 939.400000
Hexatronic Group 12 0.120000 965.760000 1.200000 0.120000 964.560000
Gränges 9 0.100000 927.000000 0.900000 0.100000 926.100000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
ASSA ABLOY B 3 -0.080000 776.400000 -0.600000 -0.080000 777.000000
AcadeMedia 8 -0.600000 400.400000 -0.800000 -0.200000 401.200000
Byggmax Group 33 -0.210000 952.380000 -1.980000 -0.210000 954.360000
EQT 4 -0.340000 826.800000 -2.800000 -0.340000 829.600000
SKF B 5 -0.670000 931.750000 -6.250000 -0.670000 938.000000
Alimak Group 11 -0.710000 919.600000 -6.600000 -0.710000 926.200000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Addnode Group B 11 -1.980000 900.350000 -18.150000 -1.980000 918.500000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
VEF 909 -1.860000 1818.000000 -27.270000 -1.480000 1845.270000
Latour B 4 -4.260000 818.800000 -36.400000 -4.260000 855.200000
Vitec Software Group B 2 -3.780000 1043.000000 -41.000000 -3.780000 1084.000000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
Indutrade 5 -4.410000 1161.000000 -53.500000 -4.410000 1214.500000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
Hexagon B 26 -2.030000 3381.300000 -70.200000 -2.030000 3451.500000
BHG Group 97 -7.200000 1351.210000 -103.790000 -7.130000 1455.000000
TOTAL 44858.090000 -89.910000 -7.70586% 44948.000000

Updated:¶

'2023-07-03 17:18:30.417583'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶